Comcast Risk Adjusted Performance

CMCS34 Stock  BRL 51.98  0.62  1.21%   
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Comcast has current Risk Adjusted Performance of 0.1228.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1228
ER[a] = Expected return on investing in Comcast
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Comcast Risk Adjusted Performance Peers Comparison

Comcast Risk Adjusted Performance Relative To Other Indicators

Comcast is number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  60.45  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Comcast is roughly  60.45 
Compare Comcast to Peers

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